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Persistent link: https://www.econbiz.de/10010243644

A Monte Carlo study of a factor analytical method for fixed-effects dynamic panel models

Norkute, Milda - In: Economics letters 123 (2014) 3, pp. 348-351

Persistent link: https://www.econbiz.de/10010401270

A nonlinear panel data model of cross-sectional dependence

Kapetanios, George; Mitchell, James; Shin, Yongcheol - In: Journal of econometrics 179 (2014) 2, pp. 134-157

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Testing for panel unit roots in the presence of spatial dependency

Månsson, Kristofer; Shukur, Ghazi; Sjölander, Pär - In: Applied economics 45 (2013) 28/30, pp. 4152-4159

Persistent link: https://www.econbiz.de/10010345751

A nonlinear panel data model of cross-sectional dependence

Mitchell, James; Kapetanios, George; Shin, Yongcheol - 2012

Persistent link: https://www.econbiz.de/10009545977

A Monte Carlo study of the BE estimator for growth regressions

Ditzen, Jan; Gundlach, Erich - In: Empirical economics : a journal of the Institute for … 51 (2016) 1, pp. 31-55

Persistent link: https://www.econbiz.de/10011515468

Spatial dynamic panel model and system GMM : a Monte Carlo investigation

Kukenova, Madina; Monteiro, José-Antonio - 2009 - Draft: February 2009

This paper investigates the finite sample properties of estimators for spatial dynamic panel models in the presence of several endogenous variables. So far, none of the available estimators in spatial econometrics allows considering spatial dynamic models with one or more endogenous variables....

Persistent link: https://www.econbiz.de/10011976850

Panel kink threshold regression model with a covariate-dependent threshold

Yang, Lixiong; Zhang, Chunli; Lee, Chingnun; Chen, I-Po - In: The econometrics journal 24 (2021) 3, pp. 462-481

Persistent link: https://www.econbiz.de/10012620718

A pseudo - panel approach to estimating dynamic effects of road infrastructure on firm performance in a developing country context

Barzin, Samira; D'Costa, Sabine; Graham, Daniel J. - In: Regional science & urban economics 70 (2018), pp. 20-34

Persistent link: https://www.econbiz.de/10012108176

Panel threshold spatial Durbin models with individual fixed effects

Wei, Lili; Zhang, Chunli; Su, Jen-je; Yang, Lixiong - In: Economics letters 201 (2021), pp. 1-4

Persistent link: https://www.econbiz.de/10012606957